Anic Equity¶

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Total return since start: 0.562 %¶

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Equity now: -----------------------------> 47709.38 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46314.46 Kr¶

PnL: ---------------------------------------> -574.11 Kr¶

DD now: ---------------------------------> -1.893 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 16:44:04.671524'

Anic Portfolio¶

Today¶

Return: 0.835 %¶

This Week¶

Return: 0.37 %¶

Total¶

Return: 56.188 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.870000 3172.000000 201.000000 6.770000 2971.000006
HEBA B 70 1.020000 2761.500000 125.500000 4.760000 2636.000010
SAAB B 8 0.420000 3440.800000 63.800000 1.890000 3377.000000
FM Mattsson Mora Group B 50 -1.820000 2975.000000 48.000000 1.640000 2927.000000
Corem Property Group B 59 0.480000 614.190000 37.190000 6.450000 576.999999
AcadeMedia 12 2.030000 591.120000 34.120000 6.130000 557.000004
Samhällsbyggnadsbo. i Norden B 20 1.400000 383.500000 28.500000 8.030000 355.000000
Resurs Holding 22 4.470000 602.140000 28.140000 4.900000 573.999998
MedCap 2 0.910000 444.000000 23.000000 5.460000 421.000000
Boozt 12 3.100000 1675.200000 21.200000 1.280000 1653.999996
OEM International B 7 1.570000 544.600000 16.600000 3.140000 527.999997
Norva24 Group 16 -3.060000 558.400000 15.400000 2.840000 543.000000
Fastighetsbolag. Emilshus Pref 21 1.860000 575.400000 13.400000 2.380000 562.000005
HMS Networks 2 -0.760000 681.200000 8.200000 1.220000 673.000000
Intrum 4 -0.260000 534.800000 7.800000 1.480000 527.000000
Eastnine 4 -2.200000 498.400000 7.400000 1.510000 491.000000
Essity A 4 0.350000 1154.000000 5.000000 0.440000 1149.000000
Karnov Group 9 4.350000 540.000000 4.000000 0.750000 536.000004
Swedbank A 3 0.800000 567.450000 3.450000 0.610000 564.000000
Essity B 2 0.910000 576.400000 2.400000 0.420000 574.000000
Coor Service Management Hold. 8 0.750000 534.000000 2.000000 0.380000 532.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Handelsbanken A 5 0.650000 543.750000 -2.250000 -0.410000 546.000000
Sampo Oyj SDB 7 1.570000 3846.500000 -3.500000 -0.090000 3850.000000
Samhällsbyggnadsbo. i Norden D 12 0.100000 242.400000 -3.600000 -1.460000 246.000000
Nordea Bank Abp 29 0.850000 3449.840000 -4.160000 -0.120000 3453.999992
Securitas B 6 0.090000 564.240000 -5.760000 -1.010000 570.000000
CTEK 13 2.010000 527.800000 -6.200000 -1.160000 533.999999
Midsona B 63 2.070000 559.440000 -23.560000 -4.040000 582.999984
International Petroleum Corp. 5 0.740000 542.500000 -52.070000 -8.760000 594.565215
Vivesto 1368 -0.930000 553.490000 -59.510000 -9.710000 612.999432
Axfood 13 0.360000 3654.300000 -101.700000 -2.710000 3756.000001
OX2 18 1.640000 1449.900000 -214.100000 -12.870000 1663.999992
Fasadgruppen Group 35 2.560000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 -0.360000 2880.800000 -481.200000 -14.310000 3361.999992
TOTAL 46314.460000 -574.110000 -1.89289% 46888.564618

Updated:¶

'2023-01-20 16:44:17.434197'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶